If I had a dollar for every complaint about 40k I've seen posted online, I'd be a rich man. Too simple, too complicated, too dark, too kid-oriented, etc. While the hobby admittedly has it's drawbacks, (IE: Price, lack of updates for certain armies) I feel that the positive outweighs the negative, otherwise, I wouldn't play the game. Odds are, you feel the same as I do, otherwise it is quite unlikely that you would be frequenting a 40k fansite.
The question I pose to you is this: Why do you play Warhammer 40,000?
Personally, the background is what drew me into it. The vastness of the dark, brooding galaxy of the 41st millennium is unmatched by any other tabletop game that I am aware of, and the moral ambiguity is far more intriguing than the clear "black and white" split between good and evil that permeates so many other settings.
Oh, and the models aren't shabby either; especially the Dark Angels Veterans. Marines in Robes have always been, and will always be awesome.